+218.5%
PWR vs VYM
+65.1%
+153.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.2% |
| 7D | +4.2% | -0.8% | +5.0% | +5.4% |
| 30D | -4.0% | -2.2% | -1.8% | -1.0% |
| 3M | -4.8% | +3.1% | -7.8% | -8.8% |
| 6M | +14.6% | +9.7% | +4.9% | +1.3% |
| YTD | +54.2% | +14.9% | +39.3% | +28.3% |
| 1Y | +67.1% | +17.6% | +49.5% | +35.2% |
| 3Y | +218.5% | +65.3% | +153.1% | +55.5% |
| All | +218.5% | +65.1% | +153.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling